CME Pit-Traded Corn Future September 2009

Trading Metrics calculated at close of trading on 03-Apr-2009

Day Change Summary
	Previous	Current
	02-Apr-2009	03-Apr-2009	Change	Change %	Previous Week
Open	424-2	420-4	-3-6	-0.9%	400-4
High	425-6	422-4	-3-2	-0.8%	425-6
Low	419-4	418-6	-0-6	-0.2%	400-4
Close	422-0	423-4	1-4	0.4%	423-4
Range	6-2	3-6	-2-4	-40.0%	25-2
ATR	8-5	8-2	-0-3	-4.0%	0-0
Volume	9,876	12,376	2,500	25.3%	44,017

Daily Pivots for day following 03-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	432-7	431-7	425-4
R3	429-1	428-1	424-4
R2	425-3	425-3	424-2
R1	424-3	424-3	423-7	424-7
PP	421-5	421-5	421-5	421-6
S1	420-5	420-5	423-1	421-1
S2	417-7	417-7	422-6
S3	414-1	416-7	422-4
S4	410-3	413-1	421-4

Weekly Pivots for week ending 03-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	492-3	483-1	437-3
R3	467-1	457-7	430-4
R2	441-7	441-7	428-1
R1	432-5	432-5	425-7	437-2
PP	416-5	416-5	416-5	418-7
S1	407-3	407-3	421-1	412-0
S2	391-3	391-3	418-7
S3	366-1	382-1	416-4
S4	340-7	356-7	409-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	425-6	400-4	25-2	6.0%	7-7	1.9%	91%	False	False	8,803
10	425-6	400-4	25-2	6.0%	5-4	1.3%	91%	False	False	7,435
20	425-6	381-6	44-0	10.4%	5-6	1.3%	95%	False	False	8,183
40	425-6	363-4	62-2	14.7%	5-3	1.3%	96%	False	False	7,107
60	447-0	363-4	83-4	19.7%	5-4	1.3%	72%	False	False	5,938

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-3
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	438-4
2.618	432-3
1.618	428-5
1.000	426-2
0.618	424-7
HIGH	422-4
0.618	421-1
0.500	420-5
0.382	420-1
LOW	418-6
0.618	416-3
1.000	415-0
1.618	412-5
2.618	408-7
4.250	402-6

Fisher Pivots for day following 03-Apr-2009
Pivot	1 day	3 day
R1	422-4	422-1
PP	421-5	420-6
S1	420-5	419-3

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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